Had this happen with two balls this past weekend....never before. Temp in the mid 50s here in FL last weekend. Found the below re the ruling:
http://www.usga.org/ChampEventRulesCorner.aspx?id=21474841370&blogid=2147484179
If a ball breaks into pieces as the result of a stroke, the stroke is cancelled and the player would play a ball to the spot from which the stroke was made.
Written by John Van der Borght, manager of Rules Communications for the USGA.